Option pricing using a committee of neural networks and optimized networks

Zaheer A. Dindar, Tshilidzi Marwala

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

10 Citations (Scopus)

Abstract

The derivative market has seen tremendous growth in recent times. We look at a particular area of these markets, viz. options. The pricing of options has its roots in stochastic mathematics since option pricing data is highly non-linear. It seems obvious to apply the training techniques of neural networks to this type of data. The standard Multi-Layer Perceptron (MLP) and Radial Basis Functions (RBF) were used to model the data; these results were compared to the results found by using a committee of networks. The MLP and RBF architecture was then optimized using Particle Swarm Optimization (PSO). The results from the 'optimal architecture' networks were then compared to the standard networks and the committee network. We found that, at the expense of computational time, the 'optimal architecture' RBF and MLP networks achieved better results than both unoptimized networks and the committee of networks.

Original languageEnglish
Title of host publication2004 IEEE International Conference on Systems, Man and Cybernetics, SMC 2004
Pages434-438
Number of pages5
DOIs
Publication statusPublished - 2004
Externally publishedYes
Event2004 IEEE International Conference on Systems, Man and Cybernetics, SMC 2004 - The Hague, Netherlands
Duration: 10 Oct 200413 Oct 2004

Publication series

NameConference Proceedings - IEEE International Conference on Systems, Man and Cybernetics
Volume1
ISSN (Print)1062-922X

Conference

Conference2004 IEEE International Conference on Systems, Man and Cybernetics, SMC 2004
Country/TerritoryNetherlands
CityThe Hague
Period10/10/0413/10/04

Keywords

  • Multi-layer Perceptron (MLP)
  • Options
  • Particle Swarm Optimization
  • Radial Basis Functions (RBF)

ASJC Scopus subject areas

  • General Engineering

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